๐”– Bobbio Scriptorium
โœฆ   LIBER   โœฆ

Martingale inequalities and the Jackknife estimate of variance

โœ Scribed by WanSoo T. Rhee; Michel Talagrand

Publisher
Elsevier Science
Year
1986
Tongue
English
Weight
111 KB
Volume
4
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

๐Ÿ“œ SIMILAR VOLUMES

Jackknifing, weighting, diagnostics and
Jackknifing, weighting, diagnostics and variance estimation in generalized M-estimation
โœ Zhiyi Du; Douglas P. Wiens ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 232 KB

We study and compare methods of covariance matrix estimation, and some diagnostic procedures, to accompany generalized ("Bounded In uence") M-estimation of regression in the linear model. The methods derive from one-step approximations to the delete-one estimates of the regression parameters. Two we